Article Archive For
John F. Kepka

The advanced chartist by John F. Kepka

Trading with ARIMA and stochastics

ARTICLE SYNOPSIS ...A modification of Wilder's directional movement
system
by Thomas P. Drinka and Steven L. Kille
In his New Concepts in Technical Trading Systems (Copyright 1978) J. Welles Wilder Jr. introduced his
directional movement system with the following:
""Directional movement is the most fascinating concept I have studied . . . I have probably spent more
time studying directional movement than any other concept. Certainly one of my most satisfying
achievements was the day I was actually able to reduce this concept to an absolute mathematical
equation.""
The Directional Movement System
The Direction...

Day Trading With Stochastics by John F. Kepka

ARTICLE SYNOPSIS ...Day Trading With Stochastics
by John F. Kepka
I have been using the Stochastics oscillator ""K"" and ""%D"" for well over a year (RE: May and Sep 1984
issues of Technical Analysis of Stocks & Commodities magazine). I use Stochastics, (in conjunction with
other indicators), with futures intraday data from half-hourly down to 1 minute bar charts. Initially, I tried
to use the Stochastics indicator as outlined in Technical Analysis of Stocks & Commodities, but I quickly
learned that the ""clearly illustrated"" patterns were largely non-existent in real time intraday trading. By
following the gen...

Trading With ARIMA Forecasts

ARTICLE SYNOPSIS ...Commodity Trading Risks
by Allen D. Hanson
Few traders fully realize the risks that they are taking when they make a commitment in the futures
market. They have learned all about charts, cycles, fundamentals, and basic trading theory, but when it
comes to understanding the real risk, they simply don't comprehend the hazards involved. This is
particularly true regarding the short side of the futures market. While this is often called the most
profitable way to be in the market, the upside risk is still unlimited in theory at least, and the downside
potential is limited to the full price of the...

Day Trading The Averages by JOHN F. KEPKA

ARTICLE SYNOPSIS ...Day Trading The Averages
by JOHN F. KEPKA
When Stock Index Futures trading with the Value Line contract was initiated at the Kansas City
Board of Trade, futures traders suddenly gained the opportunity to trade the entire stock market. Large
profitable moves became available, but along with them came the associated high risk, due to the
increased daily price swings of the Dow Jones Industrials, S&P 500, NY Composite, Value Line, and the
new S&P 100 Index. Trading by using daily High, Low and Closing prices can be very risky in a market
where futures contracts can move $2500 or more in one day ...